I used one for the first time last week ... got these horrendous pains in the lower abdomen area. Everywhere I touched, it hurt ...
'Course went through all the worst scenarios (as you do). After an hour...nothing for it, but to try heat treatment ...hot water bottles always worked when I was in my teens with menstruation pains.
Led on bed, wheat pack on my tummy, within 10 minutes, pain subsided and completely disappeared, but not without loud gurgling noises from my bowels.
As I suspected, was a bad case of wind, probably due to being on the computer too long that day in a tight pair of jeans.
I couldn't say it retained the heat any better than a bottle; but was more comfortable ... except the brushed cover was quite moist.